The first thing you need to do it update you psp using wifi,go to network update which is the first icon on the psp,it should update to firware 5.0 after the update you will have is including the psp store

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Draw a box over the problem!!

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Did you know you can use your PSP to pick up free
wireless internet? Most people don't even realize this but it's pretty
straightforward once you know how! Sit back and relax while you learn
to get internet on your PSP!Requirements:There are a couple of fundamental things you will need before you
can start surfing the web with your PSP. The first is some form of
wireless internet source. It doesn't matter where it comes from, could
be in your home or in your local Starbucks, all that matters is that
you are in an area where you can get internet. Psp wireless settings
follow the 802.11b wireless networking protocols, which are just about
the most common in the world, so most kinds of wireless network
connection will be just fine.
Also note that a copy of Wipeout:Pure is necessary to get internet on your PSP.Sitting comfortably? Ok, prepare to learn how to get internet on PSP!Step 1- Switch
on the PSP and go to the System Menu, and then enter "Network
Settings". From there go into "Infrastructure mode", and select a
connection to edit. If you already have a home connection set up or
something, just select this as the one you are going to edit. Leave the
name of the profile as it is, and skip the WLAN settings if they are
already set up.Step2- Go into "Address Settings" click on
"Custom" and be sure to leave "IP Address Setting" as Automatic.
Believe me; adjusting this will not help you get internet on your PSP!Step 3- Go
into "DNS Setting" and click on manual. This is where we need to type
the address of the web gateway we will be using. The most popular one
to use for this is the gateway at Endgadget, so input the numbers
"208.42.28.174" as the Primary DNS IP, and put zeros for the Secondary
DNS IP. (0.0.0.0). If for any reason this gateway is not working you
can usually find others with a quick Google search.Step 4- In
the "Proxy Server" options, select "Do Not Use" All you need to do from
there is confirm everything, and save it all by pushing X when prompted.Step 5- Launch
Wipeout:Pure as normal, and go into the Downloads menu. When asked to
select a connection, choose the one you have just been editing, and you
should be presented with the Endgadget web screen. Et voila! How to get
internet on PSP!Provided you have the resource mentioned above,
it's pretty easy to get internet on your PSP. Once you have it all set
up you'll probably wonder how you got by without it!

follow this steps:Connect your DSL modem to your wireless router. Take an Ethernet cable and connect it from the "Out" port from the DSL modem into the "In" port of the wireless modem. Turn both the modem and router on and let them connect to each other.Step

Turn on your Sony PSP by sliding the power button up until the PSP screen turns on. Navigate to the "Settings" part of the PSP menu. All of the settings are located on the left side of the PSP menu. At the bottom of the PSP settings menu is an option named "Network Settings." Select that.Step

Select "Infrastructure Mode" and then "New Connection" from the next screen. Select the "Scan" option and your PSP will look for the nearest wireless connections. Select your router from the list. Your router will be the strongest signal available, and will match the name of the router manufacturer.Step

Select "Easy" on the next page for the "Address Settings" and save the settings. Press the "X" button to test your connection, and you will connect to the access point. Press the "O" button to exit the settings menu. You are now connected to the Internet with your DSL modem.

In simple terms its this; you will download your games from the internet into you PC and then transfer your game files to your PSP via a USB cable. When your computer is connected to your PSP, your PC will recognize your PSP as a detachable memory (similar to a USB drive). It will assign a drive (usually f: ) and you will be able to drag and drop you PSP games file to your memory stick. These are some of the step to download PSP games.

Step 1

You must copy your PSP games file to the correct path or the games simply would not work. The correct path is PSP>GAME (all the folder names are in caps)

Step 2

After the PSP games are fully transferred to your memory stick, disconnect the PSP from your PC. In your PSP main menu, scroll to GAME and then select Memory Stick option. Press X, and list of available games in your memory stick will be displayed. If you find any error on your PSP, you might want to check your firmware version.
This is a simple guide on how to download PSP games from your computer and it is a proven techniques and been done countless of times. Most important of all it allows you to enjoy wide variety of games from other gaming console.

This is how you enable JavaScript on the PSP, for use while in the internet browser:

Step 1
Choose "Tools" on the PSP home screen by pressing the "X" button.

Step 2
Choose "Settings."

Step 3
Select "JavaScript" from the "Settings" list.

Step 4
Choose "Enable JavaScript" and then select "Yes." Press the "O" button to close the "Settings" screen and finish the procedure.

There are a couple of ports for running JAVA on the psp, in various stages of development. BlueKVM is one of them, and you can see it here and here. Of course, this is called homebrew programming, and will only run on psp's running custom firmware. Sony does not officially have support for java on the psp.

Check your router.Sometimes the router don`t allow the psp to connect.If you do have a friend with another router try to get access from him.If your friend router allow your machine to work you need to contact the router company and let them fix your problem

u can watch videos on ur psp only if u r havin original memorystick ,nt the one purchased from grey mkt.u can convert any video u like to MPEG4 coz it is compatible with psp and then transfer it to ur video folder in psp.

what it doesn't tell you in the instuctions is that you should make a new folder called music in the psp folders window when it pops up showing whats saved on your psp.
Make sure you have a decent size duo memory card fitted as this is where the songs will be saved; not on the psp itself.
But in your psp settings make sure you have selected USB connection or it wont connect and show anything on your pc.